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- 1. Particle Filtering Ph.D. Coursework: Computer Vision Eric Lehmann Department of Telecommunications EngineeringResearch School of Information Sciences and Engineering The Australian National University, Canberra Eric.Lehmann@anu.edu.au June 06, 2003
- 2. ContextTracking:• Probabilistic inference about the motion of an object given a sequence of measurements• Applications: robotics, multimedia, military, videoconferencing, surveillance, etc.• Computer vision: vehicle tracking, human-computer interaction, robot localisation, etc.In practice:• Noise in measurements (images)• Background might be heavily clutteredÉ Robust tracking method: state-space approachPage 1 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.
- 3. State-Space ApproachProblem deﬁnitions:• State variable X k : e.g. target position and velocity in state-space at time k X k = [x, y, z, x, y, z]T ˙ ˙ ˙• Observation Y k : measurements obtained from processing camera image data• Set of all observations: Y 1:k = [Y 1, . . . , Y k ]• System dynamics (transition) equation: X k = g(X k−1, v k−1)Aim: given all data Y 1:k , compute posterior PDF p(X k |Y 1:k ) É Bayesian ﬁltering problemPage 2 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.
- 4. State-Space Approach• Bayesian ﬁltering solution: if posterior PDF p(X k−1|Y 1:k−1) known at time k − 1, compute current posterior PDF as follows: Predict: p(X k |Y 1:k−1) = p(X k |X k−1) p(X k−1|Y 1:k−1) dX k−1 Update: p(X k |Y 1:k ) ∝ p(Y k |X k ) p(X k |Y 1:k−1) where p(Y k |X k ) is the likelihood function (measurement PDF)• Problem: usually no closed-form solutions available for many natural dynamic models• Current approximations: Kalman ﬁlter, extended Kalman ﬁlter, Gaussian sum methods, grid-based methods, etc. É Sequential Monte Carlo methods, i.e. Particle Filters (PF)Page 3 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.
- 5. State-Space Approach: Symbolic RepresentationCase: Gaussian noise and linear equationsFrom [Condensation – conditional density propagation for visual tracking, Isard and Blake, Int. J.Computer Vision, 1998]Page 4 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.
- 6. State-Space Approach: Symbolic RepresentationCase: non-Gaussian noise and/or nonlinear equationsFrom [Condensation – conditional density propagation for visual tracking, Isard and Blake, Int. J.Computer Vision, 1998]Page 5 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.
- 7. Particle Filtering• Numerical method to solve nonlinear and/or non-Gaussian Bayesian ﬁltering problems• Known variously as: bootstrap ﬁltering, condensation algorithm, interacting particle approximations, survival of the ﬁttest, JetStream, etc.• Particle and weight representation of posterior density:From [Condensation – conditional density propagation for visual tracking, Isard and Blake, Int. J.Computer Vision, 1998]Page 6 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.
- 8. Basic PF AlgorithmFrom [Novel approach to nonlinear/non-Gaussian Bayesian state estimation, Gordon et al., IEEProc. F., 1993]Assumption: a set of N state samples and corresponding weights (i) (i){X k−1, wk−1, i = 1, . . . , N } represents the posterior densityp(X k−1|Y 1:k−1) at time k − 1Procedure: update the particle set to represent the posterior densityp(X k |Y 1:k ) for current time k according to following iterationsPage 7 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.
- 9. Basic PF: Symbolic Representation (i) (i) {X k−1, wk−1} ∼ p(X k−1|Y 1:k−1) ⇐ resampling (i) {X k−1, 1/N } ∼ p(X k−1|Y 1:k−1) ⇐ prediction (i) {X k , 1/N } ∼ p(X k |Y 1:k−1)p(Y k |X k ) ⇐ measurement & update Xk (i) (i) {X k , wk } ∼ p(X k |Y 1:k )Page 8 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.
- 10. PF Methods Overview• Algorithm design choices: Source dynamics model: various models available Observations: camera image data Likelihood function: derived from observations• Large number of enhanced PF versions to be found in literature: auxiliary PF, unscented PF, ICondensation, hybrid bootstrap, fast weighted bootstrap, annealed PF, etc.• PF methods: special case of Sequential Importance Sampling, see [On sequential Monte Carlo sampling methods for Bayesian ﬁltering, Doucet et al., Statist. Comput., 2000]• Excellent review of current PF methods in [A tutorial on particle ﬁlters for online nonlinear/non-Gaussian Bayesian Tracking, Arulampalam et al., IEEE Trans. Sig. Proc., 2002]Page 9 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.
- 11. PF Tracking of a Head OutlineStandard head outline template (parametric spline curve) used fortracking. Measurements are obtained by detecting maxima ofintensity gradient along lines normal to the head contour.From [Condensation – conditional density propagation for visual tracking, Isard and Blake, Int. J.Computer Vision, 1998] and [Sequential Monte Carlo fusion of sound and vision for speakertracking, Vermaak et al., Proc. Int. Conf. on Computer Vision, 2001]Page 10 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.
- 12. PF Tracking of a Head OutlineParticle representation of shape distributionFrom [Condensation – conditional density propagation for visual tracking, Isard and Blake, Int. J.Computer Vision, 1998]Page 11 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.
- 13. Application ExampleTracking objects in heavy clutter hand.mpg dancemv.mpg leafmv.mpgFrom [Condensation – conditional density propagation for visual tracking, Isard and Blake, Int. J.Computer Vision, 1998]Page 12 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.
- 14. Application ExampleCombining sound and vision in PF algorithm pat jacoC out.aviFrom [Sequential Monte Carlo fusion of sound and vision for speaker tracking, Vermaak et al.,Proc. Int. Conf. on Computer Vision, 2001]Page 13 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.
- 15. Application ExampleTracking of more complex models walker.mpgFrom [Articulated Body Motion Capture by Annealed Particle Filtering, Deutscher et al., IEEEConf. Computer Vision and Pattern Recognition, 2000]Page 14 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.

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